Personal profile

Personal information

I received my PhD in 2003, with a thesis on "Optimal Financial Decision Making under Loss Averse Preferences". Then, I worked as a postdoc for the Netherlands Central Bank (DNB) for one year. During the year, I received an NWO-VENI grant and was a postdoc for another four years. I became assistant professor at the VU University Amsterdam in 2008 and associate professor in 2010.

Research

My primary research fascination entails the modeling of loss aversion in financial models. Besides that, I have projects on hedge funds, pension funds and the housing market.

Ancillary activities

No ancillary activities

Last mutation Ancillary Activities: Amsterdam(2017-05-19)

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Research Output 1997 2017

Panta rhei, measurement and discovery of change in financial markets

Zamojski, M. J. 2017 Amsterdam: Tinbergen Institute. 227 p.

Research output: ScientificPhD Thesis - Research VU, graduation VU

Real-Estate Agent Commission Structure and Sales Performance

Gautier, P. A., Siegmann, A. H. & van Vuuren, A. P. 2017 Amsterdam: Tinbergen Institute, 39 p.(Tinbergen Institute Discussion Paper Series; vol. 2017, no. 049/VI)

Research output: ScientificWorking paper

Policy Lessons from Systemic Risk Modeling and Measurement

Siegmann, A. H. 2016 Systemic Risk Tomography: Signals, Measurements and Transmission Channels. Billio, M., Pelizzon, L. & Savona, R. (eds.). ISTE-Elsevier

Research output: Scientific - peer-reviewChapter

Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads, Chapter 5

Lange, R. J., Lucas, A. & Siegmann, A. H. 2016 Systemic Risk Tomography: Signals, Measurement and Transmission Channels. Billio, M., Pelizzon, L. & Savona, R. (eds.). London: ISTE-Elsevier, 23 p.

Research output: ScientificChapter